Do you mean built in stone? And of a pretty big size? Castles as in defensive places, or seats of power?

There is Maiden Castle in England, which is made of earthworks, or a series of banks and ditches. It dates from the neolithic. And it's pretty big. There are numerous hillforts dating from the Iron Age and beyond throughout Britain, all earthworks.

In Scotland you can find brochs, again prehistoric. These are circular stone towers, defensive in nature. These tend to be small, at least by modern standards. [Midhowe Broch] (http://www.undiscoveredscotland.co.uk/rousay/midhowebroch/) on Orkney would be a good example.

In Scandinavia you can see viking Trelleborg castles, the type being named for the first one found at Trelleborg. Again, these are earthworks rather than stone constructions.

I can't tell you why some of these are stone and some earthworks; it would be a supposition on my part to assume it is to do with the available resources, workforce and peacetime function of these places.